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QQC-F.TO vs. KNGC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQC-F.TO vs. KNGC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Brompton Canadian Cash Flow Kings ETF (KNGC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQC-F.TO achieves a 19.79% return, which is significantly higher than KNGC.TO's 18.75% return.


QQC-F.TO

1D
-0.22%
1M
10.71%
YTD
19.79%
6M
17.83%
1Y
38.43%
3Y*
26.56%
5Y*
16.33%
10Y*
20.30%

KNGC.TO

1D
-0.75%
1M
1.71%
YTD
18.75%
6M
19.23%
1Y
55.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQC-F.TO vs. KNGC.TO - Yearly Performance Comparison


2026 (YTD)20252024
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged
19.79%18.41%12.40%
KNGC.TO
Brompton Canadian Cash Flow Kings ETF
18.75%41.07%176,983.84%

Correlation

The correlation between QQC-F.TO and KNGC.TO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

0.12

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Return for Risk

QQC-F.TO vs. KNGC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQC-F.TO
QQC-F.TO Risk / Return Rank: 6666
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6868
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 6060
Martin Ratio Rank

KNGC.TO
KNGC.TO Risk / Return Rank: 9797
Overall Rank
KNGC.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
KNGC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
KNGC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
KNGC.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
KNGC.TO Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QQC-F.TO vs. KNGC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Brompton Canadian Cash Flow Kings ETF (KNGC.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


QQC-F.TOKNGC.TODifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-3.11

Omega ratioGain probability vs. loss probability

1.42

1.92

-0.50

Calmar ratioReturn relative to maximum drawdown

2.93

14.41

-11.48

Martin ratioReturn relative to average drawdown

10.91

52.56

-41.65

QQC-F.TO vs. KNGC.TO - Sharpe Ratio Comparison

The current QQC-F.TO Sharpe Ratio is 2.43, which is lower than the KNGC.TO Sharpe Ratio of 4.54. The chart below compares the historical Sharpe Ratios of QQC-F.TO and KNGC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQC-F.TOKNGC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

4.54

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.04

+0.88

Drawdowns

QQC-F.TO vs. KNGC.TO - Drawdown Comparison

The maximum QQC-F.TO drawdown since its inception was -36.03%, which is greater than KNGC.TO's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and KNGC.TO.


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Drawdown Indicators


QQC-F.TOKNGC.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-20.25%

-15.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-3.87%

-9.29%

Max Drawdown (3Y)

Largest decline over 3 years

-22.76%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

Current Drawdown

Current decline from peak

-0.22%

-0.75%

+0.53%

Average Drawdown

Average peak-to-trough decline

-5.50%

-3.09%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

1.06%

+2.47%

Volatility

QQC-F.TO vs. KNGC.TO - Volatility Comparison

Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a higher volatility of 4.49% compared to Brompton Canadian Cash Flow Kings ETF (KNGC.TO) at 2.31%. This indicates that QQC-F.TO's price experiences larger fluctuations and is considered to be riskier than KNGC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQC-F.TOKNGC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

2.31%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

9.01%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

12.30%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

123,156.10%

-123,133.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

123,156.10%

-123,133.56%

QQC-F.TO vs. KNGC.TO - Expense Ratio Comparison

QQC-F.TO has a 0.20% expense ratio, which is higher than KNGC.TO's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QQC-F.TO vs. KNGC.TO - Dividend Comparison

QQC-F.TO has not paid dividends to shareholders, while KNGC.TO's dividend yield for the trailing twelve months is around 1.62%.


PositionTTM20252024202320222021202020192018201720162015
KNGC.TO
Brompton Canadian Cash Flow Kings ETF
1.62%1.69%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged
0.00%0.09%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%

Frequently Asked Questions


QQC-F.TO and KNGC.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KNGC.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KNGC.TO is cheaper with a 0.17% expense ratio, compared with 0.20% for QQC-F.TO.

QQC-F.TO is categorized as Nasdaq-100, while KNGC.TO is Large Cap Blend Equities. QQC-F.TO tracks NASDAQ-100 Index, while KNGC.TO tracks Brompton Index One Canadian Cash Flow Kings Index. They also come from different issuers: Invesco and Brompton. Their fees differ too: 0.20% for QQC-F.TO and 0.17% for KNGC.TO.

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